I have been encouraged by a number of journals here so I decided to start my own. Currently have 3 account, 1 for futures 1 for stocks, and 1 for options, those accounts should be uncorrelated. Will try to update the journal every other weekend. I will not be discussing any details of strategies on the forum, but feel free to PM.
Target return is as follows. Futures portfolio 2-3% a month, stock portfolio .75-1% a month, option portfolio 2-10% in some good months as well some down months.
First report on journal and it relates to the futures portfolio as of week ending Feburary 17. YTD up 8.36% Month to date up 5.29% Max DD is 1.03% Sharpe ratio is 5.73 Now this is only 7 weeks, hopefully can continue with similar path for the rest of the year.
Second report on futures portfolio as of Feburary 26. YTD up 10.05% Month to date up 6.04% Max DD for the year is 1.10% Sharpe ratio for the year is 6.04. In March will start running reports on the stock portfolio, the option portfolio is not very active. Your comments are welcome.